How do you stop an adjacent face from moving?
For what it's worth : after using Blender for about a year, I have personally never encountered the behavior shown in that tutorial picture - that is to say, performing a "Sketchup-like" push and pull with an automatic fill. 

A third-party add-on allowing for something of that nature has recently been released, but this is definitely not default. This probably means that this tutorial has been badly edited/proofread.